S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:24.10% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7711 | 5.25 | |
| 0.0576 | 53.34 | |
| 0.9946 | 969.40 | |
| 6.3981 | 9.07 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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